Journal of Statistical Theory and Applications

Volume 10, Number 4, 2011, pp. 581-590 ISSN 1538-7887

Characterizations of Weibull Geometric

Distribution

G. G. Hamedani
Department of Mathematics, Statistics and Computer Science
Marquette University
Milwaukee, WI 53201-1881, USA
e-mail: g.hamedani@mu.edu

M. Ahsanullah
Department of Management Sciences
Rider University
Lawrenceville, NJ 08648 , USA
e-mail: ahsan@rider.edu

Abstract

Various characterizations of the Weibull Geometric distribution are presented. These

characterizations are based, on a simple relationship between two truncated moments ; on
hazard function ; and on functions of order statistics.

Keywords: Exponential geometric distribution ; Rayleigh geometric distribution ; Weibull

distribution.
G. G. Hamedani and M. Ahsanullah 582

1 Introduction

It is wildly known that the problem of characterizing a distribution is an important problem

which has recently attracted the attention of many researchers. Thus, various characterizations
have been established in many different directions. The present work deals with the charac-
terizations of a continuous univariate distribution , Weibull Geometric (WG) distribution, due
to Ortega et al. [15] based, on a simple relationship between two truncated moments ; on
hazard function ; and on functions of order statistics. The WG distribution is a special case
of Generalized Gamma Geometric (GGG) distribution proposed by Ortega et al. [15] . WG is
considered to be a suitable distribution for modeling monotone or unimodal failure rates. We
refer the reader to the excellent work of Ortega et al. [15] for a detailed discussion as well as
applications of WG distribution. The WG distribution depends on scale, shape and, what we
call mixing, parameters. GGG depends on an extra shape parameter than WG. Although in
many applications an increase in the number of parameters provides a more suitable model,
in characterization problems a lower number of parameters (without affecting the suitability of
the model) is mathematically more appealing (see Glänzel and Hamedani [7]), specially in WG
case which already has a shape parameter. In view of this observation, our objective here,
is to concentrate only on the characterizations of WG distribution. We shall do this in three
different directions as discussed in Section 2 below.
The pdf (probability density function) and cdf (cumulative distribution function) of the
WG distribution are given, respectively, by

α
 α
−2
f (x) = f (x; α, β, p) = α β (1 − p) (βx)α−1 e− (β x) 1 − pe− (β x) , x > 0 , (1)

and

α −1
α
 
F (x) = (1 − e− (β x) ) 1 − pe− (β x) , x≥0, (2)

where α > 0 , β > 0 and p (0 < p < 1) are parameters. The parameters α and β are shape
and scale and p is mixing parameters, respectively.
We would like to mention that Ortega et al. [15] presented seven important GGG dis-
tributions, which we believe can be grouped in three groups: {Gamma Geometric and (its
special case) Chi-Square Geometric}; {Maxwell Geometric and (its special case) Half-Normal
Weibull Geometric Distribution 583

Geometric} and {WG and (its special cases) Exponential Geometric , Rayleigh Geometric}.
We believe the last group is more interesting with a wider domain of applicability and therefore
would be the main subject of our work.

2 Characterization Results

As we mentioned in the Introduction, the WG distribution (and its special cases) may have
potential applications in many fields of studies. So, an investigator will be vitally interested
to know if their model fits the requirements of the WG distribution. To this end, one will
depend on the characterizations of WG distribution which provide conditions under which the
underlying distribution is indeed the WG distribution.
Throughout this section we assume that the distribution function F is twice differentiable
on its support.

2.1 Characterization based on two truncated moments

In this subsection we present characterizations of the WG distribution in terms of a simple rela-

tionship between two truncated moments. We like to mention here the works of Galambos and
Kotz [1], Kotz and Shanbahag [14], Glänzel [2 − 4], Glänzel et al. [5, 6], Glänzel and Hamedani
[7] and Hamedani [8 − 10] in this direction. Our characterization results presented here will
employ an interesting result due to Glänzel [3] (Theorem G below).

Theorem G. Let (Ω, F, P) be a given probability space and let H = [a, b] be an

interval for some a < b (a = −∞ , b = ∞ might as well be allowed) . Let X : Ω → H be a
continuous random variable with the distribution function F and let g and h be two real
functions defined on H such that

E [g (X) | X ≥ x] = E [h (X) | X ≥ x] η (x) , x ∈ H,

is defined with some real function η . Assume that g , h ∈ C 1 (H) , η ∈ C 2 (H) and F is
twice continuously differentiable and strictly monotone function on the set H . Finally, assume
that the equation hη = g has no real solution in the interior of H . Then F is uniquely
G. G. Hamedani and M. Ahsanullah 584

determined by the functions g , h and η , particularly

η 0 (u)
Z x  
 
F (x) = C  exp (−s (u)) du ,
a η (u) h (u) − g (u) 
η0 h
where the function s is a solution of the differential equation s0 = ηh−g and C is a
R
constant, chosen to make H dF = 1.

Remarks 2.1.1. (a) In Theorem G, the interval H need not be closed. (b) The goal
is to have the function η as simple as possible. For a more detailed discussion on the choice
of η , we refer the reader to Glänzel and Hamedani [7] and Hamedani [8 − 10].

Proposition 2.1.2. Let X : Ω → (0, ∞) be a continuous random variable and let

α
2
h (x) = 1 and g (x) = 1 − pe− (β x) for x ∈ (0, ∞) . The pdf of X is (1) if and only
if the function η defined in Theorem G has the form
 α

η (x) = 1 − pe− (β x) , x>0.

Proof. Let X have pdf (1) , then

α
 α
−1
(1 − F (x)) E [h (X) | X ≥ x] = (1 − p)e− (β x) 1 − pe− (β x) , x>0,

and
Z ∞
α
(1 − F (x)) E [g (X) | X ≥ x] = α β (1 − p) (βx)α−1 e− (β x) du
x
α
= (1 − p) e− (β x) , x > 0,

and finally

α
 α

η (x) h (x) − g (x) = p e− (β x) 1 − pe− (β x) > 0 for x > 0 .

Conversely, if η is given as above, then

η 0 (x) h (x)  α −1

s0 (x) = = α β (βx)α−1 1 − pe− (β x)
η (x) h (x) − g (x)
α −1
α
 
= α β (βx)α−1 + p α β (βx)α−1 e− (β x) 1 − pe− (β x) , x>0,

and hence (
)
α
1 − pe− (β x)
s (x) = (βx)α + ln , x > 0.
(1 − p)
Weibull Geometric Distribution 585

Now, in view of Theorem G, X has cdf (2) and pdf (1) .

Corollary 2.1.3. Let X : Ω → (0, ∞) be a continuous random variable and let h (x) = 1
for x ∈ (0, ∞) . The pdf of X is (1) if and only if there exist functions g and η defined
in Theorem G satisfying the differential equation

η 0 (x)  α −1

= α β(βx)α−1 1 − pe− (β x) , x > 0.
η (x) − g (x)

Remark 2.1.4. The general solution of the differential equation in Corollary 2.1.3 is
  Z  −2 
(βx)α − (β x) α α−1 − (β x) α − (β x) α
η (x) = e 1 − pe − g (x) α β (βx) e 1 − pe dx + D ,

for x > 0 , where D is a constant. One set of appropriate functions is given in Proposition
2.1.2 with D = 0.

Proposition 2.1.5. Let X : Ω → (0, ∞) be a continuous random variable and let h (x) =
α
2 α
2
1 − pe− (β x) and g (x) = (βx)α 1 − pe− (β x) for x ∈ (0, ∞) . The pdf of X is
(1) if and only if the function η defined in Theorem G is of the form

η (x) = 1 + (βx)α , x > 0.

Proof. Is similar to that of Proposition 2.1.2.

2.2 Characterization based on hazard function

For the sake of completeness, we state the following definition.

Definition 2.2.1. Let F be an absolutely continuous distribution with the corresponding

pdf f . The hazard function corresponding to F is denoted by λF and is defined by

f (x)
λF (x) = , x ∈ Supp F , (3)
1 − F (x)

where Supp F is the support of F . It is obvious that the hazard function of a twice
differentiable distribution function satisfies the first order differential equation
0
λF (x)
− λF (x) = k (x) , (4)
λF (x)
G. G. Hamedani and M. Ahsanullah 586

where k (x) is an appropriate integrable function. Although this differential equation has an
obvious form since
0
f 0 (x) λ (x)
= F − λF (x) ,
f (x) λF (x)
for many univariate continuous distribution (4) seems to be the only differential equation in
terms of the hazard function. The goal here is to establish a differential equation which has
as simple form as possible and is not of the trivial form (4). For some general families of
distributions, however, this may not be possible. Here is our characterization result for WG
distribution.

Proposition 2.2.2. Let X : Ω → (0, ∞) be a continuous random variable. The pdf of

X is (1) if and only if its hazard function λF satisfies the differential equation
 −2
−1 2 2(α−1) −(βx)α α
λ0F (x) − β (α − 1) (βx) λF (x) = −p (αβ) (βx) e 1 − pe−(βx) , x > 0. (5)

Proof. If X has pdf (1) , then obviously (5) holds. If λF satisfies (5) , then, after
some algebra, we can show that
d  α −2
 α
 
(βx)−(α−1) λF (x) = −p (αβ)2 (βx)α−1 e−(βx) 1 − pe−(βx) ,
dx
or
f (x) α −1
 
λF (x) = = αβ (βx)α−1 1 − pe−(βx) .
1 − F (x)
Integrating both sides of the above equation with respect to x from 0 to x we obtain
!
1 − pe −(βx)α
− ln (1 − F (x)) = (βx)α + ln ,
1−p

from which we arrive at (2) .

Remark 2.2.3. For characterizations of other well-known continuous distributions based

on the hazard function, we refer the reader to Hamedani [11] and Hamedani and Ahsanullah
[12] .

2.3 Characterization based on truncated moment of certain functions of or-

der statistics

Let X1:n ≤ X2:n ≤ ... ≤ Xn:n be n order statistics from a continuous cdf F . We present here
characterization results base on some functions of these order statistics. We refer the reader
Weibull Geometric Distribution 587

to Hamedani et al. [13] , among others , for characterizations of other well-known continuous
distributions in this direction.

Proposition 2.3.1. Let X : Ω → (0, ∞) be a continuous random variable with cdf F

such that lim x→∞ exp {(n − 1) (βx)α } (1 − F (x))n = 0 , for some α > 0 and β > 0. Then

1 α
h  α n
 i
E [exp {(n − 1) (βX1:n )α } | X1:n > t] = en(βt) 1 − 1 − pe−(βt) , t > 0 , (6)
p

for some p (0 < p < 1) , if and only if X has cdf (2) .

Proof. If X has cdf (2) , then clearly (6) is satisfied. Now, if (6) holds,
then using integration by parts on the left hand side of (6) , in view of the assumption
lim x→∞ exp {(n − 1) (βx)α } (1 − F (x))n = 0 , we have
Z ∞
α
(n − 1) αβ (βx)α−1 e(n−1)(βx) (1 − F (x))n dx
t
 
1 n(βt)α  
−(βt) α
n 
(n−1)(βt)α
= e 1 − 1 − pe −e (1 − F (t))n , t > 0. (7)
p

Differentiating both sides of (7) with respect to t , after a lengthy computation, we arrive at

f (t) α −1
 
= αβ (βt)α−1 1 − pe−(βt) , t > 0. (8)
1 − F (t)

Now, integrating both sides of (8) from 0 to x , we have

α
 α
−1
1 − F (x) = (1 − p) e−(βx) 1 − pe−(βx) , x ≥ 0.

Proposition 2.3.2. Let X : Ω → (0, ∞) be a continuous random variable with cdf F .

Then
h
 i
− βXn:n
E 1−e |Xn:n < t
1  −n h n i
−(βx)α −(βt) n
= 1 − pe 1 − pe − (1 − p) , t > 0, (9)
p (1 − p)n−1
for some α > 0 , β > 0 and p (0 < p < 1) , if and only if X has cdf (2) .

Proof. Is similar to that of Proposition 2.3.1.

G. G. Hamedani and M. Ahsanullah 588

Let Xj , j = 1, 2, ..., n be n i.i.d. random variables with cdf F and corresponding

pdf f and let X1:n ≤ X2:n ≤ ... ≤ Xn:n be their corresponding order statistics. Let
∗
X1:n−i+1 be the 1st order statistic from a sample of size n − i + 1 of random variables with
F (x)−F (t) f (x)
cdf Ft (x) = 1−F (t) , x ≥ t (t is fixed) and corresponding pdf ft (x) = 1−F (t) ,x≥t.
Then
∗ d d
(Xi:n | Xi−1:n = t) = X1:n−i+1 (= means equal in distribution) ,

that is
f (x)
fXi:n | Xi−1:n (x|t) = fX1:n−i+1
∗ (x) = (n − i + 1) (1 − Ft (x))n−i , x≥t.
1 − F (t)
Now we can state the following characterization of the WG distribution in yet somewhat
different direction.

Proposition 2.3.3. Let X : Ω → (0, ∞) be a continuous random variable with cdf F .

Then
h n o i
E exp (n − i)(βXi:n )α |Xi−1:n = t
 n−i+1 
1 (n−i+1)(βt)α 
−(βt)α
= e 1 − 1 − pe , t > 0, (10)
p
for some α > 0 , β > 0 and p (0 < p < 1) , if and only if X has cdf (2) .

Proof. If X has cdf (2) , then clearly (10) holds. Now, if (10) holds, then the left
hand side of (10) can , in view of the above explanation, be written as

Z ∞ 
1 α−1 (n−i)(βx)α n−i+1 α

n−i+1
(n − i) αβ (βx) e (1 − F (x)) dx + e(n−i) (βt) .
(1 − F (t)) t

The rest of the proof is now similar to that of Proposition 2.3.1.

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